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We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…

Numerical Analysis · Mathematics 2015-06-23 James Bremer

Solving partial differential equations (PDEs) using neural networks has become a central focus in scientific machine learning. Training neural networks for singularly perturbed problems is particularly challenging due to certain parameters…

Machine Learning · Computer Science 2025-05-30 Chuqi Chen , Yahong Yang , Yang Xiang , Wenrui Hao

From weather to neural networks, modeling is not only useful for understanding various phenomena, but also has a wide range of potential applications. Although nonlinear differential equations are extremely useful tools in modeling, their…

Quantum Physics · Physics 2026-01-27 Katsuhiro Endo , Kazuaki Z. Takahashi

In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng

Using standard calculus, explicit formulas for one-, two- and three-dimensional homotopy operators are presented. A derivation of the one-dimensional homotopy operator is given. A similar methodology can be used to derive the…

Exactly Solvable and Integrable Systems · Physics 2009-08-20 Douglas Poole , Willy Hereman

Nonlinear ordinary differential equations can rarely be solved analytically. Koopman operator theory provides a way to solve nonlinear systems by mapping nonlinear dynamics to a linear space using eigenfunctions. Unfortunately, finding such…

Dynamical Systems · Mathematics 2022-08-19 Megan Morrison , J. Nathan Kutz

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

Numerical Analysis · Mathematics 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Partial differential equation (PDE)-constrained optimization, where an optimization problem is subject to PDE constraints, arises in various applications such as design, control, and inference. Solving such problems is computationally…

Quantum Physics · Physics 2026-05-29 Yuki Sato , Jumpei Kato , Hiroshi Yano , Kosuke Ito , Naoki Yamamoto

We propose an explicit algorithm based on the Linear Combination of Hamiltonian Simulations technique to simulate both the advection-diffusion equation and a nonunitary discretized version of the Koopman-von Neumann formulation of nonlinear…

Computational Physics · Physics 2025-01-22 Ivan Novikau , Ilon Joseph

In the paper we suggest the homotopy method for solving of the non linear evolution equation. This method consists of two steps. First is the analytical solution for the linearized version of the non-linear evolution deep in the saturation…

High Energy Physics - Phenomenology · Physics 2023-06-07 Carlos Contreras , Eugene Levin , Rodrigo Meneses

Partial differential equations frequently appear in the natural sciences and related disciplines. Solving them is often challenging, particularly in high dimensions, due to the "curse of dimensionality". In this work, we explore the…

Quantum Physics · Physics 2023-05-30 Lukas Mouton , Florentin Reiter , Ying Chen , Patrick Rebentrost

There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…

General Mathematics · Mathematics 2021-03-08 Jozef Fecenko

Quantum adiabatic algorithm is of vital importance in quantum computation field. It offers us an alternative approach to manipulate the system instead of quantum gate model. Recently, an interesting work arXiv:1805.10549 indicated that we…

Quantum Physics · Physics 2019-01-23 Jingwei Wen , Xiangyu Kong , Shijie Wei , Bixue Wang , Tao Xin , Guilu Long

In this work we study quantum algorithms for Hopcroft's problem which is a fundamental problem in computational geometry. Given $n$ points and $n$ lines in the plane, the task is to determine whether there is a point-line incidence. The…

Quantum Physics · Physics 2024-05-03 Vladimirs Andrejevs , Aleksandrs Belovs , Jevgēnijs Vihrovs

The general conditions under which the quadratic, uniform and monotonic convergence in the quasilinearization method of solving nonlinear ordinary differential equations could be proved are formulated and elaborated. The generalization of…

Computational Physics · Physics 2009-11-07 V. B. Mandelzweig , F. Tabakin

Non-Hermitian generalized eigenvalue problems (GEPs) play a significant role in many practical applications, such as mechanical engineering. Based on the generalized Schur decomposition, we propose a variational quantum algorithm for…

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